I have had good luck with grocery mini roses too. They are a great value with 4-5 roses for $1.99 on sale.
The original mini roses have hardy ancestors - rugosa roses. Some colors, like the lavender and peach, haven't done well for me. You don't know the cultivar, so you can't look it up to check the hardiness. Perhaps they are less hardy. My favorite is the red and white striped mini rose.
I typically put them in the ground in heavily amended soil right away.